Sources of contrarian profits in the Japanese stock market PH Chou, KCJ Wei, H Chung Journal of Empirical Finance 14 (3), 261-286, 2007 | 136 | 2007 |
Do industries matter in explaining stock returns and asset-pricing anomalies? PH Chou, PH Ho, KC Ko Journal of Banking & Finance 36 (2), 355-370, 2012 | 119 | 2012 |
Prospect theory and the risk-return paradox: some recent evidence PH Chou, RK Chou, KC Ko Review of Quantitative Finance and Accounting 33, 193-208, 2009 | 51 | 2009 |
Using Bootstrap to Test Portfolio Efficiency. PH Chou, G Zhou Annals of Economics & Finance 7 (2), 2006 | 50 | 2006 |
Price limits, margin requirements, and default risk PH Chou, MC Lin, MT Yu Journal of Futures Markets 20 (6), 573-602, 2000 | 43 | 2000 |
A Gibbs sampling approach to the estimation of linear regression models under daily price limits PH Chou Pacific-Basin Finance Journal 5 (1), 39-62, 1997 | 43 | 1997 |
Bootstrap tests for multivariate event studies PH Chou Review of Quantitative Finance and Accounting 23, 275-290, 2004 | 42 | 2004 |
On the cross-section of expected stock returns: Fama-French ten years later PH Chou, RK Chou, JS Wang Finance letters 2 (1), 18-22, 2004 | 35 | 2004 |
The pitfall of using Sharpe ratio MC Lin, PH Chou Finance Letters 1 (3), 84-90, 2003 | 35 | 2003 |
Arbitrage risk and the turnover anomaly PH Chou, TY Huang, HJ Yang Journal of Banking & Finance 37 (11), 4172-4182, 2013 | 32 | 2013 |
Do relative leverage and relative distress really explain size and book-to-market anomalies? PH Chou, KC Ko, SJ Lin Journal of Financial Markets 13 (1), 77-100, 2010 | 31 | 2010 |
A comparison of hedge effectiveness and price discovery between TAIFEX TAIEX index futures and SGX MSCI Taiwan index futures SY Chen, CC Lin, PH Chou, DY Hwang Review of Pacific Basin Financial Markets and Policies 5 (02), 277-300, 2002 | 30 | 2002 |
Modeling daily price limits PH Chou International Review of Financial Analysis 8 (3), 283-301, 1999 | 27 | 1999 |
What affects the cool-off duration under price limits? PH Chou, RK Chou, KC Ko, CY Chao Pacific-Basin Finance Journal 24, 256-278, 2013 | 26 | 2013 |
The effectiveness of coordinating price limits across futures and spot markets PH Chou, MC Lin, MT Yu Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 24 | 2003 |
Alternative tests of the zero‐beta CAPM PH Chou Journal of Financial Research 23 (4), 469-493, 2000 | 23 | 2000 |
Asset growth, style investing, and momentum PH Chou, KC Ko, NT Yang Journal of Banking & Finance 98, 108-124, 2019 | 22 | 2019 |
Tests of international asset pricing model with and without a riskless asset PH Chou, MC Lin Applied financial economics 12 (12), 873-883, 2002 | 19 | 2002 |
Persistency of the momentum effect HY Chen, PH Chou, CH Hsieh European Financial Management 24 (5), 856-892, 2018 | 17 | 2018 |
Portfolio optimization under asset pricing anomalies PH Chou, WS Li, G Zhou Japan and the WORLD Economy 18 (2), 121-142, 2006 | 17 | 2006 |